问题如下图:
选项:
A.
B.
C.
解释:
reg不是4%吗?
NO.PZ201512300100000304 问题如下 4. A supply si estimate of the equity risk premium presenteThe Ibbotson Chen earnings mol is closest to: A.3.2 percent. B.4.0 percent. C.4.3 percent. C is correct.Accorng to this mol, the equity risk premium is Here: Equity risk premium = {[(1 + EINFL)(1 + EGREPS)(1 + EGPE) − 1.0] + EINC}−Expecterisk-free returnEINFL = 4 percent per ye(long-term forecast of inflation)EGREPS = 5 percent per ye(growth in reearnings)EGPE = 1 percent per ye(growth in market P/E ratio)EINC = 1 percent per ye(vinyielor the income portion)Risk-free return = 7 percent per ye(for 10-yematurities)substitution, we get:{[(1.04)(1.05)(1.01) − 1.0] + 0.01} − 0.07 = 0.113 − 0.07 = 0.043 or 4.3 percent. 想问一下老师,这里的Risk-free return = 7 percent per ye为什么要用 10-yematurities?在Supply Si Estimates里,Rf是要用长期的吗?谢谢!
NO.PZ201512300100000304 问题如下 4. A supply si estimate of the equity risk premium presenteThe Ibbotson Chen earnings mol is closest to: A.3.2 percent. B.4.0 percent. C.4.3 percent. C is correct.Accorng to this mol, the equity risk premium is Here: Equity risk premium = {[(1 + EINFL)(1 + EGREPS)(1 + EGPE) − 1.0] + EINC}−Expecterisk-free returnEINFL = 4 percent per ye(long-term forecast of inflation)EGREPS = 5 percent per ye(growth in reearnings)EGPE = 1 percent per ye(growth in market P/E ratio)EINC = 1 percent per ye(vinyielor the income portion)Risk-free return = 7 percent per ye(for 10-yematurities)substitution, we get:{[(1.04)(1.05)(1.01) − 1.0] + 0.01} − 0.07 = 0.113 − 0.07 = 0.043 or 4.3 percent. The geometric mereturn relative to 10-yegovernment bonreturns over 10years is 2 percent per year. 2%为什么不能作为rf
NO.PZ201512300100000304 这道题计算为什么用的是EGREPS = 5 percent per ye(growth in reearnings) 而不是用的reG growth rate 4%算?
NO.PZ201512300100000304 我记得课上老师说的是G呀。。
NO.PZ201512300100000304 ic mol的别称叫什么呀